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JOURNALS // Journal of the Belarusian State University. Mathematics and Informatics // Archive

Journal of the Belarusian State University. Mathematics and Informatics, 2022 Volume 2, Pages 107–114 (Mi bgumi194)

Short communications

A method for relaxing state constraints in nonsmooth optimal control problems

M. P. Dymkova, S. M. Dymkoub

a Belarus State Economic University, 26 Partyzanski Avenue, Minsk 220070, Belarus
b Independent researcher, Minsk, Belarus

Abstract: In this paper, we consider the optimal control problem described by a system of ordinary differential equations in the presence of state constraints. Theoretical results are obtained concerning the approximation of this problem by a sequence of new optimal control problems with a modified right-hand side of the control system and no state constraints. The issues of the approximation of continuous control systems by their discrete versions are also discussed.

Keywords: Optimal control; state constraints; nonsmooth optimisation; approximation.

UDC: 517.9

Received: 04.04.2022
Revised: 10.07.2022
Accepted: 10.07.2022

Language: English

DOI: 10.33581/2520-6508-2022-2-107-114



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